Department of Economics and Business Economics

The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • School of Economics and Management
Original languageEnglish
JournalJournal of Econometrics
Volume160
Issue1
Pages (from-to)48-57
Number of pages10
ISSN0304-4076
DOIs
Publication statusPublished - 2011

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